I have added to WMAppManifest.xml:
<Capability Name="ID_CAP_IDENTITY_DEVICE" /><Capability Name="ID_CAP_IDENTITY_USER" />
So why do I keep getting empty strings from:
        public static string GetWindowsLiveAnonymousID()
        {
            int ANIDLength = 32;
            int ANIDOffset = 2;
            string result = string.Empty;
            object anid;
            if (UserExtendedProperties.TryGetValue("ANID", out anid))
            {
                if (anid != null && anid.ToString().Length >= (ANIDLength + ANIDOffset))
                {
                    result = anid.ToString().Substring(ANIDOffset, ANIDLength);
                }
            }
            return result;
        }
It does not seem to handle that TryGetValue very well... Someone got a clue?